+318.7%
AVAV vs FTV
+119.0%
+199.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.1% | +10.5% | +10.5% |
| 7D | -10.6% | +0.2% | -10.8% | -10.7% |
| 30D | -18.8% | +15.7% | -34.5% | -24.3% |
| 3M | -34.1% | +7.5% | -41.6% | -36.4% |
| 6M | -35.3% | +8.5% | -43.8% | -37.9% |
| YTD | -53.4% | +18.8% | -72.2% | -57.7% |
| 1Y | -65.6% | +28.5% | -94.2% | -70.1% |
| 3Y | -5.1% | +34.0% | -39.1% | -21.0% |
| 5Y | +18.5% | +12.6% | +5.9% | +5.3% |
| 10Y | +369.8% | +111.4% | +258.4% | +196.1% |
| All | +318.7% | +119.0% | +199.7% | +164.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling